arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1406.0873stat.ML
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线性简化:调查,见解和概括

Linear Dimensionality Reduction: Survey, Insights, and Generalizations

John P. Cunningham, Zoubin Ghahramani

摘要:

线性降维方法由于其简单的几何解释和典型的有吸引力的计算特性而成为分析高维数据的基石。这些方法捕获了许多感兴趣的数据特征,例如协方差、动态结构、数据集之间的相关性、输入输出关系和数据类之间的裕度。在许多领域中,方法已经被开发出各种各样的名称和动机,也许因此所有这些方法之间的联系没有被强调。在这里,我们调查的方法,从这个不同的文学作为优化程序矩阵流形。我们讨论主成分分析,因子分析,线性多维标度,Fisher线性判别分析,典型相关分析,最大自相关因子,慢特征分析,充分降维,不完全独立成分分析,线性回归,距离度量学习,等等。这个优化框架提供了洞察一些很少讨论的缺点,众所周知的方法,如某些特征向量的解决方案的次优。用于在矩阵流形上进行优化的现代技术使得通用线性降维求解器成为可能,该求解器接受作为输入数据和待优化的目标,并且返回作为输出的数据的最优低维投影。这个简单的优化框架,进一步允许简单的概括和新的变种的经典方法,我们在这里展示了通过创建一个正交投影典型相关分析。更广泛地说,这项调查和通用求解器表明,线性降维可以成为一个黑盒子,客观不可知的数值技术。

英文摘要:

Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of interest, such as covariance, dynamical structure, correlation between data sets, input-output relationships, and margin between data classes. Methods have been developed with a variety of names and motivations in many fields, and perhaps as a result the connections between all these methods have not been highlighted. Here we survey methods from this disparate literature as optimization programs over matrix manifolds. We discuss principal component analysis, factor analysis, linear multidimensional scaling, Fisher's linear discriminant analysis, canonical correlations analysis, maximum autocorrelation factors, slow feature analysis, sufficient dimensionality reduction, undercomplete independent component analysis, linear regression, distance metric learning, and more. This optimization framework gives insight to some rarely discussed shortcomings of well-known methods, such as the suboptimality of certain eigenvector solutions. Modern techniques for optimization over matrix manifolds enable a generic linear dimensionality reduction solver, which accepts as input data and an objective to be optimized, and returns, as output, an optimal low-dimensional projection of the data. This simple optimization framework further allows straightforward generalizations and novel variants of classical methods, which we demonstrate here by creating an orthogonal-projection canonical correlations analysis. More broadly, this survey and generic solver suggest that linear dimensionality reduction can move toward becoming a blackbox, objective-agnostic numerical technology.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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